Dynamics of a deformable self-propelled domain

We investigate the dynamical coupling between the motion and the deformation of a single self-propelled domain based on two different model systems in two dimensions. One is represented by the set of ordinary differential equations for the center of gravity and two tensor variables characterizing deformations. The other is an active cell model which has an internal mechanism of motility and is represented by the partial differential equation for deformations. Numerical simulations show a rich variety of dynamics, some of which are common to the two model systems. The origin of the similarity and the difference is discussed.Comment: 6 pages, 6 figure

Social Norms and Fundraising: The Trade-Off Between Enhanced Donations and Donor Identity Esteem

peerreview_statement: The publishing and review policy for this title is described in its Aims & Scope. aims_and_scope_url: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=wnon2

Bayesian modeling of recombination events in bacterial populations

Background: We consider the discovery of recombinant segments jointly with their origins within multilocus DNA sequences from bacteria representing heterogeneous populations of fairly closely related species. The currently available methods for recombination detection capable of probabilistic characterization of uncertainty have a limited applicability in practice as the number of strains in a data set increases. Results: We introduce a Bayesian spatial structural model representing the continuum of origins over sites within the observed sequences, including a probabilistic characterization of uncertainty related to the origin of any particular site. To enable a statistically accurate and practically feasible approach to the analysis of large-scale data sets representing a single genus, we have developed a novel software tool (BRAT, Bayesian Recombination Tracker) implementing the model and the corresponding learning algorithm, which is capable of identifying the posterior optimal structure and to estimate the marginal posterior probabilities of putative origins over the sites. Conclusion: A multitude of challenging simulation scenarios and an analysis of real data from seven housekeeping genes of 120 strains of genus Burkholderia are used to illustrate the possibilities offered by our approach. The software is freely available for download at URL http://web.abo.fi/fak/ mnf//mate/jc/software/brat.html

A frequentist framework of inductive reasoning

Reacting against the limitation of statistics to decision procedures, R. A. Fisher proposed for inductive reasoning the use of the fiducial distribution, a parameter-space distribution of epistemological probability transferred directly from limiting relative frequencies rather than computed according to the Bayes update rule. The proposal is developed as follows using the confidence measure of a scalar parameter of interest. (With the restriction to one-dimensional parameter space, a confidence measure is essentially a fiducial probability distribution free of complications involving ancillary statistics.) A betting game establishes a sense in which confidence measures are the only reliable inferential probability distributions. The equality between the probabilities encoded in a confidence measure and the coverage rates of the corresponding confidence intervals ensures that the measure's rule for assigning confidence levels to hypotheses is uniquely minimax in the game. Although a confidence measure can be computed without any prior distribution, previous knowledge can be incorporated into confidence-based reasoning. To adjust a p-value or confidence interval for prior information, the confidence measure from the observed data can be combined with one or more independent confidence measures representing previous agent opinion. (The former confidence measure may correspond to a posterior distribution with frequentist matching of coverage probabilities.) The representation of subjective knowledge in terms of confidence measures rather than prior probability distributions preserves approximate frequentist validity.Comment: major revisio

The impact of longevity and investment risk on a portfolio of life insurance liabilities

In this paper we assess the joint impact of biometric and financial risk on the market valuation of life insurance liabilities. We consider a stylized, contingent claim based model of a life insurance company issuing participating contracts and subject to default risk, as pioneered by Briys and de Varenne (Geneva Pap Risk Insur Theory 19(1):53–72, 1994, J Risk Insur 64(4):673–694, 1997), and build on their model by explicitly introducing biometric risk and its components, namely diversifiable and systematic risk. The contracts considered include pure endowments, deferred whole life annuities and guaranteed annuity options. Our results stress the predominance of systematic over diversifiable risk in determining fair participation rates. We investigate the interaction of contract design, market regimes and mortality assumptions, and show that, particularly for lifelong benefits, the choice of the participation rate must be very conservative if longevity improvements are foreseeable

Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation

The computation of Gaussian orthant probabilities has been extensively studied for low-dimensional vectors. Here, we focus on the high-dimensional case and we present a two-step procedure relying on both deterministic and stochastic techniques. The proposed estimator relies indeed on splitting the probability into a low-dimensional term and a remainder. While the low-dimensional probability can be estimated by fast and accurate quadrature, the remainder requires Monte Carlo sampling. We further refine the estimation by using a novel asymmetric nested Monte Carlo (anMC) algorithm for the remainder and we highlight cases where this approximation brings substantial efficiency gains. The proposed methods are compared against state-of-the-art techniques in a numerical study, which also calls attention to the advantages and drawbacks of the procedure. Finally, the proposed method is applied to derive conservative estimates of excursion sets of expensive to evaluate deterministic functions under a Gaussian random field prior, without requiring a Markov assumption. Supplementary material for this article is available online

The ethics of entrepreneurial philanthropy

A salient if under researched feature of the new age of global inequalities is the rise to prominence of entrepreneurial philanthropy, the pursuit of transformational social goals through philanthropic investment in projects animated by entrepreneurial principles. Super-wealthy entrepreneurs in this way extend their suzerainty from the domain of the economic to the domains of the social and political. We explore the ethics and ethical implications of entrepreneurialphilanthropy through systematic comparison with what we call customaryphilanthropy, which preferences support for established institutions and social practices. We analyse the ethical statements made at interview by 24 elite UK philanthropists, 12 customary and 12 entrepreneurial, to reveal the co-existence of two ethically charged narratives of elite philanthropic motivations, each instrumental in maintaining the established socio-economic order. We conclude that entrepreneurial philanthropy, as an ostensibly efficacious instrument of social justice, is ethically flawed by its unremitting impulse toward ideological purity

Time and Financial Transfers Within and Beyond the Family

Research on time and financial transfers is often conducted along two distinct lines—transfers within the family and transfers beyond the family—without considering the fact that these transfers are actually interrelated. Using longitudinal data from the Health and Retirement Study (HRS), this article investigates the links between the two groups of transfers. Transfers within and beyond the family were found to be complements. Income and wealth are strong predictors of financial transfers. Black and Hispanic families lag systematically in the generosity to help the people both within and beyond their families.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/43105/1/10834_2006_Article_9013.pd